Adaptive Fixed Interval Trajectory Smoothing.
William S. Agee, R. H. Turner · Defense Technical Information Center (DTIC) · 1983
An adaptive, fixed interval smoother for trajectory estimation is described. The fixed interval smoother uses the modified Bryson-Fraser formulation which combines the state estimates of a forward running Kalman filter and a backward running adjoint filter. The square root formulation used for the Kalman filter is described. The procedures used to adapt the Kalman filter to the local noise content of the measurements and to adapt the filter to abrupt changes in target acceleration are discussed. (Author)